Results 51 to 60 of about 7,235,439 (370)

Energy Arbitrage Analysis for Market-Selection of a Battery Energy Storage System-Based Venture

Energies
The increasing integration of intermittent renewable energy sources necessitates effective energy storage solutions, with battery energy storage systems (BESSs) emerging as promising candidates for energy arbitrage operations.
Inam Ullah Khan, Mohsin Jamil
doaj   +1 more source

Does short-term technical trading exist in the Vietnamese stock market?

Borsa Istanbul Review, 2021
The Vietnamese stock market provides an interesting and enriching test field for the application of trading expert systems as its economy is opening up, has high growth rate and may offer risk diversification opportunities.
Duc Khuong Nguyen, Ahmet Sensoy, Dinh-Tri Vo, Hans-Jörg von Mettenheim   +3 more
doaj   +1 more source

Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk [PDF]

, 2022
Simone Farinelli, Hideyuki Takada
openalex   +1 more source

High‐Fidelity Simulation‐Driven Control Framework for Robust Grid Integration of Renewable Energy Systems

Energy Science &Engineering, EarlyView.
This work proposes a high‐fidelity, simulation‐driven control framework for robust grid integration of hybrid PV–wind systems using a modular, hierarchical multi‐loop architecture with adaptive decision logic. The framework coordinates power, DC‐link voltage, and grid currents under fast load and generation changes, enabling safe exploration of extreme
Wulfran Fendzi Mbasso, Ambe Harrison, Idriss Dagal, Pradeep Jangir, Zhe Liu, Aseel Smerat   +5 more
wiley   +1 more source

Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?

SAGE Open
This study is the first to examine how limit-to-arbitrage factors impact the distress risk puzzle in Vietnam before and after implementing bankruptcy regulations.
Khoa Dang Duong, Ngoc Thi Thanh Nguyen, Nga Thu Thi Do, Hoa Thanh Phan Le   +3 more
doaj   +1 more source

Bi‐Level Coordination of Demand Response and Multiple Virtual Power Plants in a Distribution Network for Flexibility Assessment

Energy Science &Engineering, EarlyView.
This study presents a hierarchical coordination framework where multiple VPPs interact with the DSO to optimize energy trades and flexibility offers. Each VPP aggregates DERs and DR, performing internal optimization, day‐ahead bidding, and assessing flexibility to reduce excess renewable generation and pollution.
Alireza Zare, Mohammad Agha Shafiyi, Mehrdad Setayesh Nazar, Miadreza Shafie‐khah, Pierluigi Siano   +4 more
wiley   +1 more source

Martingales and arbitrage: a new look [PDF]

, 2003
This paper addresses the equivalence between the absence of arbitrage and the existence of equivalent martingale measures. The equivalence will be established under quite weak assumptions since there are no conditions on the set of trading dates (it may ...
Balbás, Alejandro
core   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Arbitrage Bounds for Prices of Weighted Variance Swaps

, 2012
We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of co--maturing put options are given. We assume the given prices do not admit arbitrage and deduce no-arbitrage bounds on the weighted variance swap
Davis, Mark H. A., Obloj, Jan, Raval, Vimal   +2 more
core   +1 more source

When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro, Antonio A. Golpe, Jose Carlos Vides   +2 more
wiley   +1 more source